Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-18 647.228564 662.904888 678.326237 694.634154 711.385373 728.085783 745.990297
2026-01-25 627.391345 650.464688 673.471107 698.131066 723.813612 749.771727 777.991381
2026-02-01 613.018802 641.238602 669.655283 700.417283 732.781522 765.824955 802.118258
2026-02-08 601.754666 634.108248 666.954927 702.806162 740.844616 780.009878 823.398345
2026-02-15 591.443482 627.249603 663.861153 704.109421 747.129587 791.752060 841.560268
2026-02-22 582.615720 621.451395 661.415350 705.633546 753.212455 802.893026 858.726312
2026-03-01 574.236001 615.737389 658.694661 706.506325 758.266230 812.643481 874.138906
2026-03-08 565.905431 609.754960 655.388441 706.457119 762.056074 820.798400 887.617936
2026-03-15 559.597249 605.712832 653.948831 708.208545 767.596923 830.679373 902.831474
2026-03-22 552.494327 600.585164 651.127306 708.256556 771.099369 838.187909 915.320672
2026-03-29 547.372129 597.449750 650.319899 710.357420 776.716540 847.901516 930.151970
2026-04-05 543.303454 595.328733 650.494888 713.417811 783.286588 858.584510 946.004208
2026-04-12 538.562324 592.358586 649.642713 715.261414 788.447891 867.675547 960.084402
2026-04-19 535.354502 590.982227 650.458302 718.871280 795.504317 878.825386 976.447712
2026-04-26 531.477828 588.755430 650.234900 721.234329 801.094664 888.288966 990.893066
2026-05-03 527.885830 586.752450 650.176159 723.703406 806.739306 897.769326 1005.338282
2026-05-10 523.703225 583.994616 649.189370 725.050433 811.053589 905.706103 1018.010530
2026-05-17 519.862400 581.539113 648.467032 726.625757 815.567258 913.827023 1030.873205
2026-05-24 515.730134 578.674614 647.211148 727.527863 819.258265 920.973861 1042.602250
2026-05-31 511.118131 575.187510 645.178706 727.477003 821.802168 926.769532 1052.753854
2026-06-07 507.904597 573.229238 644.823544 729.287291 826.431632 934.918873 1065.607660
2026-06-14 503.655531 570.020756 642.983012 729.336915 828.988835 940.656551 1075.655445
2026-06-21 500.927832 568.503110 643.026180 731.508410 833.957143 949.148688 1088.900758